Doubleline Shiller Enhanced CAPE

Fund Profile

Fund profile

Tickers

DSEEX, DSENX, DDCPX

Fund manager

DoubleLine Flexible Income Fund Class N

Total assets

$3.89 bn

Liabilities

$47.46 mm

Net assets

$3.85 bn

Number of holdings

849.00

Top 200 of 849 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Note/Bond	188.73 mm	210.00 mm principal	4.91	Debt	Long	USA
United States Treasury Note/Bond	155.50 mm	190.00 mm principal	4.04	Debt	Long	USA
United States Treasury Note/Bond	145.85 mm	151.45 mm principal	3.79	Debt	Long	USA
United States Treasury Note/Bond	130.96 mm	136.70 mm principal	3.40	Debt	Long	USA
United States Treasury Note/Bond	125.23 mm	130.50 mm principal	3.26	Debt	Long	USA
United States Treasury Note/Bond	87.87 mm	93.10 mm principal	2.28	Debt	Long	USA
United States Treasury Note/Bond	75.99 mm	80.40 mm principal	1.98	Debt	Long	USA
MSILF Government Portfolio	68.65 mm	68.65 mm shares	1.78	Short-term investment vehicle	Long	USA
First American Government Obligations Fund	68.65 mm	68.65 mm shares	1.78	Short-term investment vehicle	Long	USA
JPMorgan US Government Money Market Fund	68.65 mm	68.65 mm shares	1.78	Short-term investment vehicle	Long	USA
United States Treasury Note/Bond	56.65 mm	61.35 mm principal	1.47	Debt	Long	USA
United States Treasury Note/Bond	49.34 mm	51.80 mm principal	1.28	Debt	Long	USA
United States Treasury Note/Bond	45.32 mm	49.70 mm principal	1.18	Debt	Long	USA
Marble Point CLO XVII Ltd	29.60 mm	29.50 mm principal	0.77	ABS-collateralized bond/debt obligation	Long	USA
Battalion CLO XI Ltd	29.56 mm	29.50 mm principal	0.77	ABS-collateralized bond/debt obligation	Long	USA
OCTAGON INVESTMENT PARTNERS 20-R LTD	27.60 mm	27.50 mm principal	0.72	ABS-collateralized bond/debt obligation	Long	USA
Marble Point CLO XXII Ltd	25.05 mm	25.00 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	USA
Sound Point CLO XXIII	25.04 mm	25.00 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	USA
Marble Point CLO XXI Ltd	23.04 mm	23.00 mm principal	0.60	ABS-collateralized bond/debt obligation	Long	USA
Anchorage Capital CLO 19 Ltd	23.01 mm	23.00 mm principal	0.60	ABS-collateralized bond/debt obligation	Long	USA
PRET 2021-NPL3 LLC	21.20 mm	21.22 mm principal	0.55	ABS-mortgage backed security	Long	USA
OCP CLO 2017-14 Ltd	20.12 mm	20.00 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	USA
Magnetite Xlii Ltd	20.08 mm	20.00 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	USA
Trimaran Cavu 2021-3 Ltd	20.04 mm	20.00 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	USA
Sound Point CLO XXVI Ltd	20.04 mm	20.00 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	USA
Fannie Mae-Aces	18.08 mm	19.94 mm principal	0.47	ABS-mortgage backed security	Long	USA
Steele Creek CLO 2019-2 LTD	16.42 mm	16.39 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	USA
Wellfleet CLO 2020-2 Ltd	16.00 mm	15.99 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	USA
OBX 2024-NQM16 Trust	15.57 mm	15.59 mm principal	0.40	ABS-mortgage backed security	Long	USA
Jamestown CLO IX Ltd	15.01 mm	15.00 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	USA
Csmc 2022-Nqm1 Trust	14.27 mm	16.01 mm principal	0.37	ABS-mortgage backed security	Long	USA
BRSP 2021-FL1 Ltd	13.88 mm	13.97 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	USA
OHA Credit Funding 14 Ltd	13.56 mm	13.50 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	USA
MF1 2022-FL8 Ltd	12.37 mm	12.55 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	USA
SAPPHIRE AVIATION FINANCE II LTD	12.34 mm	13.07 mm principal	0.32	ABS-other	Long	USA
Tesla Sustainable Energy Trust 2024-1	12.00 mm	12.00 mm principal	0.31	ABS-other	Long	USA
Verus Securitization Trust 2021-7	11.83 mm	13.41 mm principal	0.31	ABS-mortgage backed security	Long	USA
Horizon Aircraft Finance III Ltd	11.51 mm	12.28 mm principal	0.30	ABS-other	Long	USA
Cross 2024-H5 Mortgage Trust	11.33 mm	11.30 mm principal	0.29	ABS-mortgage backed security	Long	USA
TRTX 2022-FL5 Issuer Ltd	11.24 mm	11.26 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
Steele Creek CLO 2019-1 LTD	11.04 mm	11.00 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
Jimmy Johns Funding LLC	10.98 mm	11.19 mm principal	0.29	ABS-other	Long	USA
BBCMS 2018-TALL Mortgage Trust	10.85 mm	15.18 mm principal	0.28	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2024-5	10.82 mm	10.96 mm principal	0.28	ABS-mortgage backed security	Long	USA
Greystone CRE Notes 2021-FL3 Ltd	10.65 mm	10.70 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
Bridge Street CLO II Ltd	10.52 mm	10.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
JP Morgan Alternative Loan Trust 2005-S1	10.45 mm	32.33 mm principal	0.27	ABS-mortgage backed security	Long	USA
CFIP CLO 2017-1 Ltd	10.37 mm	10.35 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
Allegro CLO V-S Ltd	10.08 mm	10.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
CARLYLE US CLO 2022-2 LTD	10.06 mm	10.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Battalion CLO XXIII Ltd	10.04 mm	10.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Cedar Funding IX CLO Ltd	10.03 mm	10.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Sound Point CLO 40 Ltd	10.02 mm	10.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
MP CLO VIII Ltd	10.02 mm	10.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Wind River 2021-4 CLO Ltd	10.02 mm	10.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Wellfleet CLO 2022-1 Ltd	10.01 mm	10.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Battalion CLO XX Ltd	10.01 mm	10.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
CBAM 2017-1 Ltd	10.00 mm	10.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Nassau 2018-I Ltd	9.95 mm	9.94 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Exeter Automobile Receivables Trust 2021-2	9.80 mm	10.00 mm principal	0.25	ABS-other	Long	USA
Merrill Lynch Mortgage Investors Trust Series 2006-RM2	9.56 mm	34.50 mm principal	0.25	ABS-mortgage backed security	Long	USA
VOLT XCIX LLC	9.30 mm	9.29 mm principal	0.24	ABS-mortgage backed security	Long	USA
BXIICS2E INDEX SWAP 010825 BNP PARIBAS SECURITIES CORP.	9.20 mm	1.00 contracts	0.24	Equity derivative	N/A	USA
OCP CLO 2020-18 Ltd	9.06 mm	9.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
Steele Creek CLO 2019-2 LTD	9.02 mm	9.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
OBX 2024-NQM18 Trust	8.98 mm	9.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
OBX 2024-NQM10 Trust	8.80 mm	8.73 mm principal	0.23	ABS-mortgage backed security	Long	USA
Great Wolf Trust 2024-WOLF	8.80 mm	8.77 mm principal	0.23	ABS-mortgage backed security	Long	USA
Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd	8.71 mm	8.69 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
Freddie Mac STACR REMIC Trust 2024-HQA2	8.69 mm	8.68 mm principal	0.23	ABS-mortgage backed security	Long	USA
BXIICS2E INDEX SWAP 021825 CIBC WORLD MARKETS CORP.	8.65 mm	1.00 contracts	0.22	Equity derivative	N/A	USA
Compass Datacenters Issuer II LLC	8.55 mm	8.59 mm principal	0.22	ABS-other	Long	USA
OBX 2024-NQM13 Trust	8.44 mm	8.53 mm principal	0.22	ABS-mortgage backed security	Long	USA
KREF 2022-FL3 Ltd	8.34 mm	8.34 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust	8.13 mm	9.49 mm principal	0.21	ABS-mortgage backed security	Long	USA
United Airlines 2020-1 Class A Pass Through Trust	8.09 mm	7.91 mm principal	0.21	Debt	Long	USA
Danske Bank A/S	7.85 mm	7.85 mm principal	0.20	Debt	Long	Denmark
Carvana Auto Receivables Trust 2024-P3	7.84 mm	8.00 mm principal	0.20	ABS-other	Long	USA
COF Capital One Financial Corporation	7.82 mm	7.82 mm principal	0.20	Debt	Long	USA
KREF 2021-FL2 Ltd	7.81 mm	7.94 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
BXIICS2E INDEX SWAP 010925 CIBC WORLD MARKETS CORP.	7.81 mm	1.00 contracts	0.20	Equity derivative	N/A	USA
Starwood Mortgage Residential Trust 2020-2	7.76 mm	8.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
BXIICS2E INDEX SWAP 021225 BNP PARIBAS SECURITIES CORP.	7.73 mm	1.00 contracts	0.20	Equity derivative	N/A	USA
BDS 2024-FL13 LLC	7.54 mm	7.50 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
BSPRT 2023-FL10 Issuer Ltd	7.52 mm	7.45 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
Lehman XS Trust Series 2007-15N	7.48 mm	8.63 mm principal	0.19	ABS-mortgage backed security	Long	USA
Banc of America Funding 2015-R2 Trust	7.46 mm	9.09 mm principal	0.19	ABS-mortgage backed security	Long	USA
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23	7.45 mm	7.51 mm principal	0.19	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2024-DNA2	7.42 mm	7.39 mm principal	0.19	ABS-mortgage backed security	Long	USA
BXIICS2E INDEX SWAP 030425 MORGAN STANLEY & CO. LLC	7.37 mm	1.00 contracts	0.19	Equity derivative	N/A	USA
BXIICS2E INDEX SWAP 022525 BOFA SECURITIES INC.	7.33 mm	1.00 contracts	0.19	Equity derivative	N/A	USA
Avant Loans Funding Trust 2024-REV1	7.33 mm	7.25 mm principal	0.19	ABS-other	Long	USA
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd	7.23 mm	7.22 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
MF1 2024-FL15	7.23 mm	7.20 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
Pagaya AI Debt Trust 2022-1	7.16 mm	7.17 mm principal	0.19	ABS-other	Long	USA
Volkswagen Group of America Finance LLC	7.04 mm	7.11 mm principal	0.18	Debt	Long	Germany
BRSP 2021-FL1 Ltd	7.00 mm	7.02 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
FS RIALTO	6.94 mm	6.94 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
BRAVO Residential Funding Trust 2022-RPL1	6.90 mm	7.63 mm principal	0.18	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2024-3	6.82 mm	6.76 mm principal	0.18	ABS-mortgage backed security	Long	USA
Ready Capital Mortgage Financing 2021-FL7 LLC	6.81 mm	6.79 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
BSPRT 2022-FL8 Issuer Ltd	6.81 mm	6.82 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
MF1 2022-FL9 LLC	6.78 mm	6.77 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
BXIICS2E INDEX SWAP 042225 BOFA SECURITIES INC.	6.78 mm	1.00 contracts	0.18	Equity derivative	N/A	USA
BRSP 2024-FL2 Ltd	6.72 mm	6.70 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
Jackson National Life Global Funding	6.71 mm	6.90 mm principal	0.17	Debt	Long	USA
Iron Mountain Information Management LLC	6.57 mm	6.56 mm principal	0.17	Loan	Long	USA
Thunderbolt II Aircraft Lease Ltd	6.56 mm	6.77 mm principal	0.17	ABS-other	Long	USA
BXIICS2E INDEX SWAP 010725 MORGAN STANLEY & CO. LLC	6.51 mm	1.00 contracts	0.17	Equity derivative	N/A	USA
Benefit Street Partners Clo XXXVII Ltd	6.50 mm	6.50 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
BDS 2021-FL10 Ltd	6.41 mm	6.37 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
LCCM 2021-FL3 Trust	6.33 mm	6.37 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
LoanCore 2022-CRE7 Issuer Ltd	6.29 mm	6.28 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Vistra Operations Co LLC	6.28 mm	6.26 mm principal	0.16	Loan	Long	USA
Slam Ltd	6.20 mm	6.32 mm principal	0.16	ABS-other	Long	USA
GreenSky Home Improvement Issuer Trust 2024-2	6.19 mm	6.20 mm principal	0.16	ABS-other	Long	USA
Ali Group North America Corp	6.17 mm	6.15 mm principal	0.16	Loan	Long	USA
BXIICS2E INDEX SWAP 050725 BNP PARIBAS SECURITIES CORP.	6.09 mm	1.00 contracts	0.16	Equity derivative	N/A	USA
Bridge Street CLO I Ltd	6.06 mm	6.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Flutter Entertainment PLC	6.05 mm	6.06 mm principal	0.16	Loan	Long	Ireland
Pagaya AI Debt Selection Trust 2021-5	6.04 mm	6.21 mm principal	0.16	ABS-other	Long	USA
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP	6.02 mm	6.15 mm principal	0.16	ABS-mortgage backed security	Long	USA
MSBAM Commercial Mortgage Securities Trust 2012-CKSV	6.01 mm	9.39 mm principal	0.16	ABS-mortgage backed security	Long	USA
Apollo Debt Solutions BDC	6.00 mm	5.80 mm principal	0.16	Debt	Long	USA
FS Rialto 2021-FL3	5.94 mm	5.94 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Blue Owl Credit Income Corp	5.92 mm	6.01 mm principal	0.15	Debt	Long	USA
Arbor Multifamily Mortgage Securities Trust 2021-MF2	5.91 mm	112.23 mm principal	0.15	ABS-mortgage backed security	Long	USA
KREF 2021-FL2 Ltd	5.90 mm	5.91 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
SOFI Alternative Trust	5.85 mm	5.94 mm principal	0.15	ABS-other	Long	USA
BXIICS2E INDEX SWAP 031125 CIBC WORLD MARKETS CORP.	5.83 mm	1.00 contracts	0.15	Equity derivative	N/A	USA
OBDC Blue Owl Capital Corporation	5.82 mm	5.80 mm principal	0.15	Debt	Long	USA
BXIICS2E INDEX SWAP 051525 BARCLAYS CAPITAL INC.	5.82 mm	1.00 contracts	0.15	Equity derivative	N/A	USA
Citigroup Inc	5.80 mm	5.97 mm principal	0.15	Debt	Long	USA
Trans Union LLC	5.78 mm	5.78 mm principal	0.15	Loan	Long	USA
Aligned Data Centers Issuer LLC	5.71 mm	6.00 mm principal	0.15	ABS-other	Long	USA
Angel Oak Mortgage Trust 2021-7	5.58 mm	6.59 mm principal	0.15	ABS-mortgage backed security	Long	USA
CSAIL 2021-C20 Commercial Mortgage Trust	5.56 mm	122.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	5.53 mm	5.71 mm principal	0.14	ABS-mortgage backed security	Long	USA
BXIICS2E INDEX SWAP 082725 BNP PARIBAS SECURITIES CORP.	5.51 mm	1.00 contracts	0.14	Equity derivative	N/A	USA
Taco Bell Funding LLC	5.51 mm	5.90 mm principal	0.14	ABS-other	Long	USA
LCM XVII LP	5.47 mm	5.42 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
Citigroup Commercial Mortgage Trust 2015-GC31	5.42 mm	10.75 mm principal	0.14	ABS-mortgage backed security	Long	USA
Blue Owl Technology Finance Corp II	5.40 mm	5.37 mm principal	0.14	Debt	Long	USA
Navient Private Education Refi Loan Trust 2022-A	5.39 mm	6.00 mm principal	0.14	ABS-other	Long	USA
BXIICS2E INDEX SWAP 062425 BOFA SECURITIES INC.	5.37 mm	1.00 contracts	0.14	Equity derivative	N/A	USA
Long Beach Mortgage Loan Trust 2006-11	5.36 mm	15.59 mm principal	0.14	ABS-mortgage backed security	Long	USA
Willis Engine Structured Trust V	5.30 mm	5.62 mm principal	0.14	ABS-other	Long	USA
JPMBB Commercial Mortgage Securities Trust 2015-C33	5.29 mm	5.38 mm principal	0.14	ABS-mortgage backed security	Long	USA
BXIICS2E INDEX SWAP 042925 CIBC WORLD MARKETS CORP.	5.27 mm	1.00 contracts	0.14	Equity derivative	N/A	USA
LFT CRE 2021-FL1 Ltd	5.19 mm	5.18 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
Exeter Automobile Receivables Trust 2024-5	5.18 mm	5.19 mm principal	0.13	ABS-other	Long	USA
GCAT 2021-NQM4 Trust	5.13 mm	6.24 mm principal	0.13	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-9T1	5.11 mm	10.57 mm principal	0.13	ABS-mortgage backed security	Long	USA
BXIICS2E INDEX SWAP 052725 CIBC WORLD MARKETS CORP.	5.10 mm	1.00 contracts	0.13	Equity derivative	N/A	USA
BANK5 2024-5YR10	5.08 mm	5.02 mm principal	0.13	ABS-mortgage backed security	Long	USA
BXIICS2E INDEX SWAP 060525 CIBC WORLD MARKETS CORP.	5.07 mm	1.00 contracts	0.13	Equity derivative	N/A	USA
JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES	5.07 mm	5.78 mm principal	0.13	ABS-mortgage backed security	Long	USA
Wells Fargo & Co	5.06 mm	5.01 mm principal	0.13	Debt	Long	USA
Affirm Asset Securitization Trust 2024-B	5.05 mm	5.10 mm principal	0.13	ABS-other	Long	USA
BXIICS2E INDEX SWAP 040125 CIBC WORLD MARKETS CORP.	5.04 mm	1.00 contracts	0.13	Equity derivative	N/A	USA
Alternative Loan Trust 2005-62	5.03 mm	6.68 mm principal	0.13	ABS-mortgage backed security	Long	USA
Sound Point CLO XXIX Ltd	5.01 mm	5.00 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
Westlake Automobile Receivables Trust 2023-4	5.01 mm	4.98 mm principal	0.13	ABS-other	Long	USA
BXIICS2E INDEX SWAP 040825 BOFA SECURITIES INC.	5.00 mm	1.00 contracts	0.13	Equity derivative	N/A	USA
TRTX 2022-FL5 Issuer Ltd	4.98 mm	5.00 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
Ready Capital Mortgage Financing 2022-FL10 LLC	4.94 mm	4.91 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
BB-UBS Trust	4.94 mm	5.64 mm principal	0.13	ABS-mortgage backed security	Long	USA
BX Trust 2024-VLT4	4.94 mm	4.91 mm principal	0.13	ABS-mortgage backed security	Long	USA
Retained Vantage Data Centers Issuer LLC	4.92 mm	5.00 mm principal	0.13	ABS-other	Long	USA
COMM 2015-LC21 Mortgage Trust	4.92 mm	4.98 mm principal	0.13	ABS-mortgage backed security	Long	USA
OBX 2022-NQM1 Trust	4.92 mm	5.60 mm principal	0.13	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2022-ONL	4.90 mm	5.25 mm principal	0.13	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-12T1	4.88 mm	10.76 mm principal	0.13	ABS-mortgage backed security	Long	USA
Lamar Media Corp	4.87 mm	4.88 mm principal	0.13	Loan	Long	USA
Loanpal Solar Loan Ltd	4.86 mm	6.11 mm principal	0.13	ABS-other	Long	USA
BX Commercial Mortgage Trust 2024-GPA3	4.84 mm	4.83 mm principal	0.13	ABS-mortgage backed security	Long	USA
LoanCore 2021-CRE5 Issuer Ltd	4.82 mm	4.82 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
BX Trust 2021-RISE	4.81 mm	4.84 mm principal	0.13	ABS-mortgage backed security	Long	USA
JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES	4.80 mm	5.29 mm principal	0.12	ABS-mortgage backed security	Long	USA
280 Park Avenue 2017-280P Mortgage Trust	4.80 mm	4.83 mm principal	0.12	ABS-mortgage backed security	Long	USA
Dell International LLC / EMC Corp	4.77 mm	4.93 mm principal	0.12	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	4.77 mm	4.60 mm principal	0.12	Debt	Long	USA
BXIICS2E INDEX SWAP 012925 BNP PARIBAS SECURITIES CORP.	4.73 mm	1.00 contracts	0.12	Equity derivative	N/A	USA
Atlas Warehouse Lending Co LP	4.73 mm	4.76 mm principal	0.12	Debt	Long	USA
Wells Fargo Mortgage Backed Securities 2007-AR6 Trust	4.73 mm	4.93 mm principal	0.12	ABS-mortgage backed security	Long	USA
BXIICS2E INDEX SWAP 081925 BOFA SECURITIES INC.	4.71 mm	1.00 contracts	0.12	Equity derivative	N/A	USA
COLT 2022-2 Mortgage Loan Trust	4.71 mm	5.13 mm principal	0.12	ABS-mortgage backed security	Long	USA
JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES	4.70 mm	5.04 mm principal	0.12	ABS-mortgage backed security	Long	USA
LoanCore 2021-CRE6 Issuer Ltd	4.62 mm	4.62 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
BXIICS2E INDEX SWAP 020425 MORGAN STANLEY & CO. LLC	4.61 mm	1.00 contracts	0.12	Equity derivative	N/A	USA
JP Morgan Mortgage Acquisition Trust 2006-WMC2	4.59 mm	10.77 mm principal	0.12	ABS-mortgage backed security	Long	USA
Affirm Asset Securitization Trust 2023-A	4.55 mm	4.55 mm principal	0.12	ABS-other	Long	USA
WMG Acquisition Corp	4.54 mm	4.54 mm principal	0.12	Loan	Long	USA
Freddie Mac REMICS	4.53 mm	4.59 mm principal	0.12	ABS-mortgage backed security	Long	USA
CBAM 2017-2 Ltd	4.51 mm	4.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
Freddie Mac Pool	4.49 mm	4.43 mm principal	0.12	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	4.48 mm	4.58 mm principal	0.12	ABS-mortgage backed security	Long	USA
Natixis Commercial Mortgage Securities Trust 2018-FL1	4.44 mm	9.94 mm principal	0.12	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	4.43 mm	4.52 mm principal	0.12	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.42 mm	4.37 mm principal	0.11	ABS-mortgage backed security	Long	USA